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I'm not 100% sure why they don't show up (maybe something to do with DRM protection?), but I DO know that even if they showed up, you couldn't play them. Songs you download with an Xbox music pass are DRM protected, and won't play with anything other than the Xbox Music app.

if i disconnect music pass from music app, does all downloaded albums get deleted?
– AvisMar 9 '15 at 4:57

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You will no longer be able to play songs that you downloaded with the pass. However, if you long-press on a song and choose "buy" (you may only do this in the store, I think), you can buy the song, therefore removing any DRM.
– RareNCoolMar 9 '15 at 11:07